ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	120-110	120-215	0-105	0.3%	119-305
High	120-232	120-247	0-015	0.0%	120-232
Low	120-090	120-127	0-037	0.1%	119-275
Close	120-215	120-130	-0-085	-0.2%	120-215
Range	0-142	0-120	-0-022	-15.5%	0-277
ATR	0-124	0-123	0-000	-0.2%	0-000
Volume	809,231	537,986	-271,245	-33.5%	3,172,582

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-208	121-129	120-196
R3	121-088	121-009	120-163
R2	120-288	120-288	120-152
R1	120-209	120-209	120-141	120-188
PP	120-168	120-168	120-168	120-158
S1	120-089	120-089	120-119	120-068
S2	120-048	120-048	120-108
S3	119-248	119-289	120-097
S4	119-128	119-169	120-064

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-005	122-227	121-047
R3	122-048	121-270	120-291
R2	121-091	121-091	120-266
R1	120-313	120-313	120-240	121-042
PP	120-134	120-134	120-134	120-158
S1	120-036	120-036	120-190	120-085
S2	119-177	119-177	120-164
S3	118-220	119-079	120-139
S4	117-263	118-122	120-063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-247	119-275	0-292	0.8%	0-121	0.3%	60%	True	False	652,678
10	120-247	119-250	0-317	0.8%	0-121	0.3%	63%	True	False	672,005
20	120-247	118-085	2-162	2.1%	0-134	0.3%	85%	True	False	705,579
40	120-247	118-017	2-230	2.3%	0-122	0.3%	87%	True	False	605,323
60	120-247	117-302	2-265	2.3%	0-112	0.3%	87%	True	False	502,399
80	120-247	117-302	2-265	2.3%	0-103	0.3%	87%	True	False	377,204
100	120-247	117-302	2-265	2.3%	0-086	0.2%	87%	True	False	301,763
120	120-247	117-302	2-265	2.3%	0-071	0.2%	87%	True	False	251,469

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-117
2.618	121-241
1.618	121-121
1.000	121-047
0.618	121-001
HIGH	120-247
0.618	120-201
0.500	120-187
0.382	120-173
LOW	120-127
0.618	120-053
1.000	120-007
1.618	119-253
2.618	119-133
4.250	118-257

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	120-187	120-134
PP	120-168	120-133
S1	120-149	120-132

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols